Unlike other objects, any user can create additional locations. There are no permissions that prevent this.
A location can be created by typing a location in a calendar appointment and saving the appointment.
Existing locations can be viewed by opening the dropdown.
There can be different locations per type of calendar appointment.
General info: user functionalities depend on the roles & permissions settings. If a certain functionality does not work within your user account, this will be because you don't have sufficient permissions for this.